Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Dynamic spillover effects among international crude oil markets from the time-frequency perspective
Chien‐Chiang Lee, Hegang Zhou, Chao Xu, et al.
Resources Policy (2022) Vol. 80, pp. 103218-103218
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

An empirical analysis of the dynamic relationship between clean and dirty energy markets
Aviral Kumar Tiwari, Nader Trabelsi, Emmanuel Joel Aikins Abakah, et al.
Energy Economics (2023) Vol. 124, pp. 106766-106766
Closed Access | Times Cited: 46
Transmission mechanisms of geopolitical risks to the crude oil market——A pioneering two-stage geopolitical risk analysis approach
Jing-Wen Jiao, Junping Yin, Ping‐Feng Xu, et al.
Energy (2023) Vol. 283, pp. 128449-128449
Closed Access | Times Cited: 30
Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
Zisheng Ouyang, Xuewei Zhou, Yongzeng Lai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101973-101973
Closed Access | Times Cited: 24
Quantile connectedness between oil price shocks and exchange rates
Zaghum Umar, Ahmed Bossman
Resources Policy (2023) Vol. 83, pp. 103658-103658
Closed Access | Times Cited: 22
The role of green energy stock market in forecasting China's crude oil market: An application of IIS approach and sparse regression models
Faridoon Khan, Sara Muhammadullah, Arshian Sharif, et al.
Energy Economics (2023) Vol. 130, pp. 107269-107269
Closed Access | Times Cited: 21
International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets
Chi‐Chuan Lee, Chien‐Chiang Lee
Journal of Asian Economics (2022) Vol. 84, pp. 101575-101575
Closed Access | Times Cited: 33
Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach
Jing Zhao, Luansong Cui, Weiguo Liu, et al.
Resources Policy (2023) Vol. 86, pp. 104142-104142
Closed Access | Times Cited: 20
Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability
Adela Bârã, Irina Georgescu, Simona‐Vasilica Oprea, et al.
IEEE Access (2024) Vol. 12, pp. 31366-31385
Open Access | Times Cited: 6
Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods
Chien‐Chiang Lee, Godwin Olasehinde‐Williams, Oktay Özkan
Economic Analysis and Policy (2024) Vol. 82, pp. 908-919
Closed Access | Times Cited: 6
Exploring volatility transmission in Capesize freight contracts: Insights from energy and commodity markets
Jackson Jinhong Mi, Shek Ahmed, Yanhui Chen
PLoS ONE (2025) Vol. 20, Iss. 1, pp. e0317487-e0317487
Open Access
How do risk spillover network structures affect VaR? Using complex networks and quantile regression models
Xian Xi, Xiangyun Gao, Weiqiong Zhong
International Review of Economics & Finance (2025), pp. 103956-103956
Open Access
The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets
Qichang Xie, Y. Bi, Yanpeng Qi, et al.
Energy Economics (2025), pp. 108292-108292
Closed Access
Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness
Yueli Liu, Jin Xiu, YU Jing-tao
Computational Economics (2025)
Closed Access
Quantile Connectedness among Climate Policy Uncertainty, News Sentiment, Oil and Renewables in China
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
Can China's national carbon trading market hedge the risks of light and medium crude oil? A comparative analysis with the European carbon market
Pengfei Zhu, Tuantuan Lu, Yue Shang, et al.
Finance research letters (2023) Vol. 58, pp. 104291-104291
Closed Access | Times Cited: 10
Return and volatility connectedness among the BRICS stock and oil markets
Hao-Wen Chang, Tsangyao Chang, Chien‐Chiang Lee
Resources Policy (2023) Vol. 86, pp. 104241-104241
Closed Access | Times Cited: 8
Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets
Jinxin Cui, Muneer M. Alshater, Walid Mensi
Resources Policy (2023) Vol. 86, pp. 104286-104286
Closed Access | Times Cited: 7
Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?
David Rivera-Alonso, Emma M. Iglesias
Resources Policy (2024) Vol. 90, pp. 104778-104778
Open Access | Times Cited: 1
Forecasting Chinese crude oil futures volatility: New evidence based on dual feature processing of large‐scale variables
Gaoxiu Qiao, Yijun Pan, Chao Liang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 7, pp. 2495-2521
Closed Access | Times Cited: 1
Exploring the impacts of major events on the systemic risk of the international energy market
Ming-Tao Zhao, Suwan Lu, Lianbiao Cui
Petroleum Science (2023) Vol. 21, Iss. 2, pp. 1444-1457
Open Access | Times Cited: 4
On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data
Juncal Cuñado, David Gabauer, Rangan Gupta, et al.
Applied Economics (2024), pp. 1-15
Closed Access | Times Cited: 1
African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?
Godfred Amewu, Mohammed Armah, Saint Kuttu, et al.
Research in Globalization (2024) Vol. 9, pp. 100249-100249
Open Access | Times Cited: 1
Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain
Xiu Jin, Yueli Liu, Jinming Yu, et al.
Energy Economics (2024) Vol. 139, pp. 107908-107908
Closed Access | Times Cited: 1
Risk spillovers and extreme risk between e-commerce and logistics markets in China
Liushuang Meng, Bin Wang
AIMS Mathematics (2024) Vol. 9, Iss. 10, pp. 29076-29106
Open Access | Times Cited: 1
Spillovers across the Asian OPEC+ Financial Market
Darko Vuković, Senanu Dekpo-Adza, Vladislav Khmelnitskiy, et al.
Mathematics (2023) Vol. 11, Iss. 18, pp. 4005-4005
Open Access | Times Cited: 2
Page 1 - Next Page

Scroll to top